Anic Equity¶
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Total return since start: 0.565 %¶
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Equity now: -----------------------------> 47794.95 Kr¶
Max Equity ever reached: ------------> 48629.89 Kr¶
Portfolio value: --------------------------> 46400.03 Kr¶
PnL: ---------------------------------------> -488.54 Kr¶
DD now: ---------------------------------> -1.717 %¶
Max portfolio DD since start: ----> -13.025 %¶
Updated:¶
'2023-01-20 10:28:02.580323'
Anic Portfolio Holdings¶
| volume | changePercent | value | profit | profitPercent | acquiredValue | |
|---|---|---|---|---|---|---|
| name | ||||||
| Beijer Electronics Group | 26 | 5.230000 | 3244.800000 | 273.800000 | 9.220000 | 2971.000006 |
| HEBA B | 70 | -0.130000 | 2730.000000 | 94.000000 | 3.570000 | 2636.000010 |
| FM Mattsson Mora Group B | 50 | -0.830000 | 3005.000000 | 78.000000 | 2.660000 | 2927.000000 |
| SAAB B | 8 | 0.580000 | 3446.400000 | 69.400000 | 2.060000 | 3377.000000 |
| Corem Property Group B | 59 | 3.380000 | 631.890000 | 54.890000 | 9.510000 | 576.999999 |
| Norva24 Group | 16 | -0.440000 | 573.440000 | 30.440000 | 5.610000 | 543.000000 |
| Samhällsbyggnadsbo. i Norden B | 20 | 1.610000 | 384.300000 | 29.300000 | 8.250000 | 355.000000 |
| Resurs Holding | 22 | 3.660000 | 597.520000 | 23.520000 | 4.100000 | 573.999998 |
| AcadeMedia | 12 | -0.210000 | 578.160000 | 21.160000 | 3.800000 | 557.000004 |
| MedCap | 2 | 0.000000 | 440.000000 | 19.000000 | 4.510000 | 421.000000 |
| HMS Networks | 2 | 0.700000 | 691.200000 | 18.200000 | 2.700000 | 673.000000 |
| OEM International B | 7 | 1.830000 | 546.000000 | 18.000000 | 3.410000 | 527.999997 |
| Boozt | 12 | 2.660000 | 1668.000000 | 14.000000 | 0.850000 | 1653.999996 |
| Intrum | 4 | 0.600000 | 539.400000 | 12.400000 | 2.350000 | 527.000000 |
| Eastnine | 4 | -1.880000 | 500.000000 | 9.000000 | 1.830000 | 491.000000 |
| Sampo Oyj SDB | 7 | 1.850000 | 3857.000000 | 7.000000 | 0.180000 | 3850.000000 |
| Coor Service Management Hold. | 8 | 1.660000 | 538.800000 | 6.800000 | 1.280000 | 532.000000 |
| Swedbank A | 3 | 0.850000 | 567.750000 | 3.750000 | 0.660000 | 564.000000 |
| Essity A | 4 | 0.170000 | 1152.000000 | 3.000000 | 0.260000 | 1149.000000 |
| Fastighetsbolag. Emilshus Pref | 21 | 0.000000 | 564.900000 | 2.900000 | 0.520000 | 562.000005 |
| Essity B | 2 | 0.950000 | 576.600000 | 2.600000 | 0.450000 | 574.000000 |
| Creaspac SPAC | 6 | 0.210000 | 576.600000 | -0.400000 | -0.070000 | 577.000002 |
| Samhällsbyggnadsbo. i Norden D | 12 | 0.690000 | 243.840000 | -2.160000 | -0.880000 | 246.000000 |
| Securitas B | 6 | 0.640000 | 567.360000 | -2.640000 | -0.460000 | 570.000000 |
| Handelsbanken A | 5 | 0.510000 | 543.000000 | -3.000000 | -0.550000 | 546.000000 |
| CTEK | 13 | 1.860000 | 527.020000 | -6.980000 | -1.310000 | 533.999999 |
| Nordea Bank Abp | 29 | 0.680000 | 3444.040000 | -9.960000 | -0.290000 | 3453.999992 |
| Karnov Group | 9 | 0.170000 | 518.400000 | -17.600000 | -3.280000 | 536.000004 |
| Midsona B | 63 | 2.180000 | 560.070000 | -22.930000 | -3.930000 | 582.999984 |
| Vivesto | 1368 | 0.100000 | 559.240000 | -53.760000 | -8.770000 | 612.999432 |
| International Petroleum Corp. | 5 | 0.190000 | 539.500000 | -55.070000 | -9.260000 | 594.565215 |
| Axfood | 13 | 0.250000 | 3650.400000 | -105.600000 | -2.810000 | 3756.000001 |
| OX2 | 18 | 2.020000 | 1455.300000 | -208.700000 | -12.540000 | 1663.999992 |
| Fasadgruppen Group | 35 | 1.230000 | 3454.500000 | -356.500000 | -9.350000 | 3810.999990 |
| Ovzon | 52 | 1.260000 | 2927.600000 | -434.400000 | -12.920000 | 3361.999992 |
| TOTAL | 46400.030000 | -488.540000 | -1.71693% | 46888.564618 |
Updated:¶
'2023-01-20 10:28:15.277222'
None
Last optimization/rebalancing:¶
'2023-01-02'
Next optimization/rebalancing:¶
'2023-02-10'
AVAN-Live vs backtest and OMXSE30 2023¶
C:\Users\joandre\Anaconda3\envs\AnicTrading\lib\site-packages\IPython\core\displayhook.py:275: UserWarning: Output cache limit (currently 1000 entries) hit. Flushing oldest 200 entries.
Walk forward test results - depending on starting day¶
Equity is shown as log of returns. Returns range by a factor of 10. Best is about 10000%, 100 times money, and worst 1000%, 10 times money in 20 years. Maximal duration for drawdown periods vary between 280-750 days. Worst drawdown across the tests is about 40 %. ¶
